NASDAQ 100 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-2002
Day Change Summary
Previous Current
11-Sep-2002 12-Sep-2002 Change Change % Previous Week
Open 958.29 935.53 -22.76 -2.4% 928.50
High 978.46 935.53 -42.93 -4.4% 932.96
Low 945.90 914.89 -31.01 -3.3% 882.85
Close 946.40 915.01 -31.39 -3.3% 922.22
Range 32.56 20.64 -11.92 -36.6% 50.11
ATR 38.56 38.06 -0.50 -1.3% 0.00
Volume
Daily Pivots for day following 12-Sep-2002
Classic Woodie Camarilla DeMark
R4 983.73 970.01 926.36
R3 963.09 949.37 920.69
R2 942.45 942.45 918.79
R1 928.73 928.73 916.90 925.27
PP 921.81 921.81 921.81 920.08
S1 908.09 908.09 913.12 904.63
S2 901.17 901.17 911.23
S3 880.53 887.45 909.33
S4 859.89 866.81 903.66
Weekly Pivots for week ending 06-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,063.01 1,042.72 949.78
R3 1,012.90 992.61 936.00
R2 962.79 962.79 931.41
R1 942.50 942.50 926.81 927.59
PP 912.68 912.68 912.68 905.22
S1 892.39 892.39 917.63 877.48
S2 862.57 862.57 913.03
S3 812.46 842.28 908.44
S4 762.35 792.17 894.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.46 901.13 77.33 8.5% 26.95 2.9% 18% False False
10 978.46 882.85 95.61 10.4% 28.27 3.1% 34% False False
20 1,052.49 882.85 169.64 18.5% 30.55 3.3% 19% False False
40 1,052.49 856.35 196.14 21.4% 38.18 4.2% 30% False False
60 1,133.96 856.35 277.61 30.3% 41.10 4.5% 21% False False
80 1,309.62 856.35 453.27 49.5% 40.43 4.4% 13% False False
100 1,357.01 856.35 500.66 54.7% 41.28 4.5% 12% False False
120 1,481.97 856.35 625.62 68.4% 40.74 4.5% 9% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,023.25
2.618 989.57
1.618 968.93
1.000 956.17
0.618 948.29
HIGH 935.53
0.618 927.65
0.500 925.21
0.382 922.77
LOW 914.89
0.618 902.13
1.000 894.25
1.618 881.49
2.618 860.85
4.250 827.17
Fisher Pivots for day following 12-Sep-2002
Pivot 1 day 3 day
R1 925.21 946.68
PP 921.81 936.12
S1 918.41 925.57

These figures are updated between 7pm and 10pm EST after a trading day.

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